A mean squared error criterion for time series data windows (Q3796593): Difference between revisions
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Revision as of 12:44, 5 March 2024
scientific article
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English | A mean squared error criterion for time series data windows |
scientific article |
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A mean squared error criterion for time series data windows (English)
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1988
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periodogram mean integrated squared error criterion
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time series data windows
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autoregressive processes
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Tukey's cosine window
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estimating the optimal degree of tapering
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Monte Carlo
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